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Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory

Byström, Hans LU (2004) In International Review of Financial Analysis 13(2). p.133-152
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
International Review of Financial Analysis
volume
13
issue
2
pages
133 - 152
publisher
North-Holland
external identifiers
  • scopus:2342492400
ISSN
1057-5219
DOI
10.1016/j.irfa.2004.02.003
language
English
LU publication?
yes
id
8aba923e-2d98-4e7c-9e92-f5784b4cb7d7 (old id 1384614)
date added to LUP
2009-04-20 12:27:13
date last changed
2017-12-10 04:42:09
@article{8aba923e-2d98-4e7c-9e92-f5784b4cb7d7,
  author       = {Byström, Hans},
  issn         = {1057-5219},
  language     = {eng},
  number       = {2},
  pages        = {133--152},
  publisher    = {North-Holland},
  series       = {International Review of Financial Analysis},
  title        = {Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory},
  url          = {http://dx.doi.org/10.1016/j.irfa.2004.02.003},
  volume       = {13},
  year         = {2004},
}